Go to content
UR Home

Forecasting Credit Event Frequency – Empirical Evidence for West German Firms

Hamerle, Alfred, Liebig, Thilo and Scheule, Harald (2006) Forecasting Credit Event Frequency – Empirical Evidence for West German Firms. Journal of Risk 9 (1), pp. 75-98.

Full text not available from this repository.


Export bibliographical data



Item type:Article
Date:2006
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Interdisciplinary Subject Network:Immobilien- und Kapitalmärkte
Dewey Decimal Classification:300 Social sciences > 330 Economics
300 Social sciences > 310 General statistics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:8208
Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons